+210.1%
W vs VIG
+262.6%
-52.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | +3.5% | -3.3% | -6.8% |
| 30D | +6.8% | +4.9% | +1.9% | -2.8% |
| 3M | +10.7% | +2.5% | +8.2% | +5.8% |
| 6M | +86.3% | +11.0% | +75.3% | +53.3% |
| YTD | +11.5% | +16.0% | -4.5% | -15.7% |
| 1Y | +5.1% | +17.5% | -12.5% | -22.7% |
| 3Y | +171.0% | +67.0% | +104.0% | +8.1% |
| 5Y | -56.6% | +64.8% | -121.4% | -79.9% |
| All | +210.1% | +262.6% | -52.5% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling